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Nhm thuyt trnh: 1.Hong Thch Nguyn_TF01 2.Nguyn Vn Lng_TF02 3.L Thin Ha_TF02 4.Nguyn Duy Thi_TF01 5.V Th Hong_TF01 6.Trn Hng Loan Tho_TF02
V d:
D liu v s hc sinh ca M c tnh vi mc alpha=0.7 v beta=0.6 D liu trn file excel: hw.xls
Lu ?!! Cc bn c th ko thm alpha,beta cho my t tnh hoc tnh gi tr alpha beta trn excel v nh vo
hnh E nh
B1 Xt tnh ma v ca d liu
Nu c ma v
Genr: DSY = d(y,0,s) S: chu k ma v (4: qu, 12: thng)
phn test for unit root in -Level: kim nh bnh thng -1st difference : sai phn bc 1 -2nd difference : sai phn bc 2
da vo bc trn
hn
R (1)
AR (1)
-Ta thy biu hm t tng quan ACF gim dn mt cch t t v 0, chui dng. -ACF tt nhanh v 0 sau 3 tr : q=3 -PAC gim nhanh v 0 sau 1 tr: p=1
ng c ma v
v: ARIMA 1)(1,2,2)4
Gi t P-va Th l V ch
Sai s ca m hnh ARIMA(1,0,3) l mt chui dng v n c phnphi chun. Sai s ny l nhiu trng. T lc t tng quan phn d c p-value >0.1 v khng c thanh no vt qu 2 ng bin suy ra m hnh ph hp
M hnh
R-squared
Schwarz criterion
Thm thi im cn d bo
Sai s d bo
Thi im cn d bo
Biu d bo
Kt qu d bo